A Jacobi-Davidson type method for the generalized singular value problem (Q1025866): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Jacobi-Davidson type method for the generalized singular value problem |
scientific article |
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A Jacobi-Davidson type method for the generalized singular value problem (English)
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23 June 2009
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The author presents a new method for the iterative computation of the generalized singular values and vectors of a large sparse matrix. The method is an accelerated Newton method with asymptotically quadratic convergence if the correction equations are solved exactly. Numerical examples are given.
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generalized singular value decomposition
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Jacobi-Davidson method
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subspace method
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augmented matrix
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correction equation
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accelerated Newton method
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refined extraction
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harmonic extraction
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large sparse matrix
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quadratic convergence
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numerical examples
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